Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone

A Auslender - Optimization methods and software, 2003 - Taylor & Francis
A systematic way for generating penalty and barrier methods is proposed in order to solve
variational inequalities with a maximal monotone map and over a feasible set which is the …

Long-step interior-point algorithms for a class of variational inequalities with monotone operators

F Sharifi-Mokhtarian, JL Goffin - Journal of optimization theory and …, 1998 - Springer
This paper describes two interior-point algorithms for solving a class of monotone variational
inequalities defined over the intersection of an affine set and a closed convex set. The first …

On the convergence of projection methods: application to the decomposition of affine variational inequalities

P Marcotte, JH Wu - Journal of Optimization Theory and Applications, 1995 - Springer
In this paper, we first discuss the global convergence of symmetric projection methods for
solving nonlinear monotone variational inequalities under a cocoercivity assumption. A …

Extended Lorentz cones and variational inequalities on cylinders

SZ Németh, G Zhang - Journal of optimization Theory and Applications, 2016 - Springer
Solutions of a variational inequality problem defined by a closed and convex set and a
mapping are found by imposing conditions for the monotone convergence with respect to a …

[PDF][PDF] A semismooth Newton method for variational inequalities: Theoretical results and preliminary numerical experience

F Facchinei, A Fischer, C Kanzow - preprint, 1995 - Citeseer
Variational inequalities over sets de ned by systems of equalities and inequalities are
considered. A continuously di erentiable merit function is proposed whose unconstrained …

Modified projection-type methods for monotone variational inequalities

MV Solodov, P Tseng - SIAM Journal on Control and Optimization, 1996 - SIAM
We propose new methods for solving the variational inequality problem where the
underlying function F is monotone. These methods may be viewed as projection-type …

Derivative-free methods for monotone variational inequality and complementarity problems

JM Peng - Journal of optimization theory and applications, 1998 - Springer
Monotone variational inequality problems with box constraints and complementarity
problems are reformulated as simple-bound optimization problems. Some derivative-free …

Interior projection-like methods for monotone variational inequalities

A Auslender, M Teboulle - Mathematical programming, 2005 - Springer
We propose new interior projection type methods for solving monotone variational
inequalities. The methods can be viewed as a natural extension of the extragradient and …

[引用][C] A method for solving variational inequalities

BN Pshenichnyi, MU Kalzhanov - Cybernetics and Systems Analysis, 1992 - Springer
Variational inequalities constitute a broad generalization of the standard optimization
problem (as we shall see below). Their solution correspondingly involves considerable …

A descent algorithm for solving monotone variational inequalities and monotone complementarity problems

MJ Smith - Journal of Optimization Theory and Applications, 1984 - Springer
The paper provides a descent algorithm for solving certain monotone variational inequalities
and shows how this algorithm may be used for solving certain monotone complementarity …